| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,183.50 |
3,149.75 |
-33.75 |
-1.1% |
3,121.25 |
| High |
3,226.25 |
3,192.25 |
-34.00 |
-1.1% |
3,184.00 |
| Low |
3,140.50 |
3,119.00 |
-21.50 |
-0.7% |
3,105.25 |
| Close |
3,148.25 |
3,183.50 |
35.25 |
1.1% |
3,178.50 |
| Range |
85.75 |
73.25 |
-12.50 |
-14.6% |
78.75 |
| ATR |
73.03 |
73.04 |
0.02 |
0.0% |
0.00 |
| Volume |
2,074,726 |
2,256,766 |
182,040 |
8.8% |
7,611,014 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,384.75 |
3,357.25 |
3,223.75 |
|
| R3 |
3,311.50 |
3,284.00 |
3,203.75 |
|
| R2 |
3,238.25 |
3,238.25 |
3,197.00 |
|
| R1 |
3,210.75 |
3,210.75 |
3,190.25 |
3,224.50 |
| PP |
3,165.00 |
3,165.00 |
3,165.00 |
3,171.75 |
| S1 |
3,137.50 |
3,137.50 |
3,176.75 |
3,151.25 |
| S2 |
3,091.75 |
3,091.75 |
3,170.00 |
|
| S3 |
3,018.50 |
3,064.25 |
3,163.25 |
|
| S4 |
2,945.25 |
2,991.00 |
3,143.25 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,392.25 |
3,364.00 |
3,221.75 |
|
| R3 |
3,313.50 |
3,285.25 |
3,200.25 |
|
| R2 |
3,234.75 |
3,234.75 |
3,193.00 |
|
| R1 |
3,206.50 |
3,206.50 |
3,185.75 |
3,220.50 |
| PP |
3,156.00 |
3,156.00 |
3,156.00 |
3,163.00 |
| S1 |
3,127.75 |
3,127.75 |
3,171.25 |
3,142.00 |
| S2 |
3,077.25 |
3,077.25 |
3,164.00 |
|
| S3 |
2,998.50 |
3,049.00 |
3,156.75 |
|
| S4 |
2,919.75 |
2,970.25 |
3,135.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,226.25 |
3,105.25 |
121.00 |
3.8% |
67.00 |
2.1% |
65% |
False |
False |
1,829,905 |
| 10 |
3,226.25 |
3,030.25 |
196.00 |
6.2% |
64.25 |
2.0% |
78% |
False |
False |
1,675,650 |
| 20 |
3,226.25 |
2,983.50 |
242.75 |
7.6% |
72.50 |
2.3% |
82% |
False |
False |
1,813,104 |
| 40 |
3,226.25 |
2,842.50 |
383.75 |
12.1% |
72.75 |
2.3% |
89% |
False |
False |
1,082,537 |
| 60 |
3,226.25 |
2,711.00 |
515.25 |
16.2% |
73.25 |
2.3% |
92% |
False |
False |
722,666 |
| 80 |
3,226.25 |
2,165.50 |
1,060.75 |
33.3% |
89.00 |
2.8% |
96% |
False |
False |
543,952 |
| 100 |
3,368.00 |
2,165.50 |
1,202.50 |
37.8% |
106.75 |
3.4% |
85% |
False |
False |
435,588 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
38.7% |
95.50 |
3.0% |
83% |
False |
False |
363,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,503.50 |
|
2.618 |
3,384.00 |
|
1.618 |
3,310.75 |
|
1.000 |
3,265.50 |
|
0.618 |
3,237.50 |
|
HIGH |
3,192.25 |
|
0.618 |
3,164.25 |
|
0.500 |
3,155.50 |
|
0.382 |
3,147.00 |
|
LOW |
3,119.00 |
|
0.618 |
3,073.75 |
|
1.000 |
3,045.75 |
|
1.618 |
3,000.50 |
|
2.618 |
2,927.25 |
|
4.250 |
2,807.75 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,174.25 |
3,178.50 |
| PP |
3,165.00 |
3,173.75 |
| S1 |
3,155.50 |
3,169.00 |
|